In order to work properly, your TFS4JIRA Cloud add-on requires that you install the synchronizer application in your local network (see Installing TFS4JIRA Synchronizer for a description and requirements for the synchronizer).
Issues and Work Items Synchronization Setup
The TFS4JIRA Cloud does not require any special configuration for allowing the issues synchronization to work, beyond what is described in Configuring TFS-JIRA issues synchronization.
Check-ins Synchronization Setup
For a step by step tutorial regarding configuring check-ins synchronization please visit page Configuring TFS check-ins synchronization.
For check-ins synchronization, the synchronizer web application will need to enable incoming connections from the internet - specifically from the IP address of the tfs4jira-ondemand.spartez.com host. If necessary, you will need to set up some firewall rules that allow such connections. It is ok to expose the synchronizer's web interface using SSL. Additionally, the communication between this host and the synchronizer is encrypted with symmetric AES cipher so that your data remains secure.
In order for the check-ins synchronization to work, JIRA must know the externally visible address of your synchronizer web application. This most likely means that you have to configure your web server to proxy web connections from the internet to the synchronizer. Details of such proxy setup depend on what kind of web server you have - please refer to your web server documentation for more information.